Risk-sensitive control for a class of homing problems (Q1049126)

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scientific article; zbMATH DE number 5655156
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Risk-sensitive control for a class of homing problems
scientific article; zbMATH DE number 5655156

    Statements

    Risk-sensitive control for a class of homing problems (English)
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    8 January 2010
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    backward stochastic differential equation
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    first-passage time
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    homing problems
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